Mackenzie Wildman

University of California, Santa Barbara (UCSB)

South Hall 5504

Santa Barbara, CA 93106

United States

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Sensitivity of the Eisenberg-Noe Clearing Vector to Individual Interbank Liabilities

Norges Bank Working Paper 13/2017
Number of pages: 35 Posted: 08 Sep 2017
Stevens Institute of Technology - School of Business, Worcester Polytechnic Institute (WPI) - Department of Mathematical Sciences, Vienna University of Economics and Business, Norges BankEuropean Systemic Risk Board - EUROPEAN SYSTEMIC RISK BOARD, Worcester Polytechnic Institute (WPI) - Department of Mathematical Sciences and University of California, Santa Barbara (UCSB)
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Citation 9

Abstract:

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Systemic Risk, Model Risk, Eisenberg–Noe Clearing Vector, Sensitivity Analysis, Interbank Networks, Contagion